Pellegrini came in for criticism for selecting a youthful team almost completely devoid of recognisable names for City's trip to Stamford Bridge in the FA Cup fifth round, which saw Chelsea win 5-1.
But City's stars returned in a Champions League victory at Dynamo Kiev last week before edging Liverpool 3-1 on penalties in Sunday's League Cup final at Wembley after the match had finished 1-1 following extra time.
“I think the decision I took last week was very important to win these two games, mid-week in the Champions League and tonight (Sunday) to win the trophy,” said Pellegrini, who previously led City to League Cup glory in 2014.
“It was a difficult decision for me not to continue in the FA Cup, because we won the first two games in that cup 3-0 (against Norwich City) and 4-0 (against Aston Villa), but with 13 or 14 players, it was very important to keep them fresh.”
• Greg Lea: Shoot-outs produce unlikely heroes
Goalkeeper Willy Caballero, who deputises for Joe Hart in cup competitions, was City’s hero at Wembley, repelling spot-kicks from Lucas Leiva, Philippe Coutinho and Adam Lallana in the shootout.
Coutinho had taken the tie to extra time with an 83rd-minute equaliser, after Fernandinho had put City in front early in the second half with a shot that went through Liverpool goalkeeper Simon Mignolet.
Pellegrini resisted calls to recall Hart and claimed afterwards that he would rather have lost the match than break his promise to Caballero, who followed him from Malaga to the Etihad Stadium in 2014.
“I’d rather lose the title than lose my word,” he said, adding that Hart had shown he was a “good person” by supporting his deputy.
Caballero, 34, revealed in a tearful post-match interview that his shootout saves had been the product of “intuition” and Pellegrini praised the Argentine for not committing himself too early.
Despite his impending departure, Pellegrini said that he was not thinking about things from a personal perspective and voiced hope that Sunday’s triumph would prove a spur to success in the Premier League and Champions League.
• In Pictures: City's Cup win
“I’m not thinking about me, I’m thinking about the club,” said the Chilean, whose side trail league leaders Leicester City by nine points with a game in hand. “Fortunately for us, we now have three or four players coming back to the squad, so we are not going to give up any chances to win the Premier League. We are going to fight to the end and try to continue in the Champions League.”
Jurgen Klopp, who had been bidding to win his first trophy as Liverpool manager, said that his team’s performance had been “perfect until the last kick” — the winning penalty, scored by Yaya Toure.
Liverpool will have an immediate chance to exact revenge when City visit Anfield on Wednesday, but Klopp admitted that it will take time to digest the disappointment of defeat.
“We have so many games, do you think I go home and close the door and stay there for the next four weeks?” he said. “But you have to feel a defeat. You can’t say, ‘Oh, I don’t care, it’s not important.’ It was important. We lost and it doesn’t feel too good.
“You know you fall down, but you have to stand up. That’s the truth, but that’s completely normal. Only silly idiots stay on the floor. If we carry on, work really hard, there is light at the end of the tunnel. That’s what we know. We stay in the race, no doubt about this. But tonight we feel rubbish.”
Klopp also said that French centre-back Mamadou Sakho “looked better after the game”, having been withdrawn — against his will — during the first half following a clash of heads with team-mate Emre Can.
Follow us on Twitter @NatSportUAE
Like us on Facebook at facebook.com/TheNationalSport